Asymptotic equivalence for a model of independent non identically distributed observations

DOI10.1524/stnd.21.3.197.23430zbMath1054.62003OpenAlexW2263570756MaRDI QIDQ4451685

Michael Jähnisch, Michael Nussbaum

Publication date: 1 March 2004

Published in: Statistics & Decisions (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/stnd.21.3.197.23430

zbMATH Keywords

Hungarian constructionregression modelsdeficiency distancenonparametric experimentssequential empirical processlikelihood processglobal Gaussian approximation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15)

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Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case ⋮ Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise ⋮ Le cam theory on the comparison of statistical models ⋮ The Le Cam distance between density estimation, Poisson processes and Gaussian white noise ⋮ Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise ⋮ Adaptive estimation in the linear random coefficients model when regressors have limited variation ⋮ A functional Hungarian construction for the sequential empirical process

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